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- Title
Smoothing Nonmonotone Barzilai-Borwein Gradient Method and Its Application to Stochastic Linear Complementarity Problems.
- Authors
Li, Xiangli
- Abstract
A new algorithm for nonsmooth box-constrained minimization is introduced. The method is a smoothing nonmonotone Barzilai-Borwein (BB) gradient method. All iterates generated by this method are feasible. We apply this method to stochastic linear complementarity problems. Numerical results show that our method is promising.
- Subjects
LINEAR complementarity problem; STATISTICAL smoothing; STOCHASTIC processes; ALGORITHMS; NUMERICAL analysis
- Publication
Mathematical Problems in Engineering, 2015, p1
- ISSN
1024-123X
- Publication type
Article
- DOI
10.1155/2015/425351